Mar 19, 2016

Avoding the "initial values not feasible" (r(1400)) error with -melogit-

melogit home time || country: time, cov(uns) or
yields an error message "initial values not feasible." The same error occurs with the much simpler:
melogit home || country:, or
In order to further simplify estimation, the number of integration points can be reduced (the default is 7):
melogit home || country:, intpoints(2) or 
Drawing on the estimates of this model as starting values, the desired model can then be estimated:
melogit home || country:,  intpoints(2) or
mat a = e(b)
melogit home time || country:, intpoints(2) or from(a, skip)
mat b = e(b)
melogit home time || country: time, cov(uns) intpoints(2) or from(b, skip)